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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2021 Volume 61, Number 10, Page 1593 (Mi zvmmf11298)

General numerical methods

The finite-time expected deviation exponent for continuous dynamical systems

Guoqiao You

School of Statistics and Mathematics, Nanjing Audit University, 211815 Nanjing, China

Abstract: In this paper, we introduce a concept called the finite-time expected deviation exponent (FTEDE), which measures the expected separation rate of a particle with another initially infinitesimally close but randomly sampled particle over a finite time period. The proposed FTEDE can be viewed as a stochastic version of the traditional finite-time Lyapunov exponent (FTLE) and is also a useful tool to measure the chaotic behaviors of continuous dynamical systems.

Key words: particle deflection exponent, Lyapunov exponent.

UDC: 517.929

Received: 12.10.2020
Revised: 16.05.2021
Accepted: 09.06.2021

DOI: 10.31857/S004446692110015X


 English version:
Computational Mathematics and Mathematical Physics, 2021, 61:10, 1559–1566

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© Steklov Math. Inst. of RAS, 2024